If you don’t access the internet you might decide to do without.
In this case any audio should be loaded on a PC with anti-virus first.
Likewise any application, plug-in, etc.
Observe that media players often access the internet for tagging.
They might also use Wikipedia or other sources for information about the artist, lyrics, cover art, etc.
Observe that even sites trusted by you might get hacked.

Internet access and no anti-virus is for audiophools only.


Anti-virus can have a very audible effect on sound quality.
Especially those polling the Internet het high priority for updates cause dropouts in the audio stream.

If you have dropouts at fixed intervals, it might very well be the anti-virus.


I run Microsoft Security Essentials as I do visit the Internet to get cover art, information about composers and artist, etc.
It is not the best there is but it is non-intrusive


If you router has a firewall with SPI (stateful packet inspection) you might do without one your audio PC.  

Up to now I haven’t heard anyone claiming improved sound quality by shutting Wins firewall off.